|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri December 31, 2004 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan05 |
041230 |
550.00 |
552.00 |
539.50 |
547.75 |
+1.00 |
17,989 |
22,915 |
-7,421 |
Mar05 |
041230 |
548.00 |
549.00 |
536.50 |
547.25 |
+2.75 |
32,337 |
119,852 |
+2,226 |
May05 |
041230 |
552.50 |
554.50 |
542.00 |
553.25 |
+3.75 |
2,812 |
42,330 |
+733 |
Jul05 |
041230 |
559.00 |
560.00 |
549.50 |
558.75 |
+2.00 |
2,111 |
28,688 |
+341 |
Aug05 |
041230 |
558.00 |
562.00 |
558.00 |
562.00 |
+3.00 |
150 |
2,218 |
-13 |
Sep05 |
041230 |
555.50 |
566.00 |
555.00 |
565.50 |
+7.00 |
0 |
762 |
+0 |
Nov05 |
041230 |
568.50 |
571.00 |
560.00 |
569.25 |
+2.75 |
699 |
15,273 |
+303 |
Total Volume and Open Interest |
56,104 |
232,147 |
-3,826 |
Soybean Meal(CBOT) |
Jan05 |
041230 |
160.80 |
162.70 |
158.50 |
162.60 |
+2.40 |
6,219 |
8,897 |
-3,269 |
Mar05 |
041230 |
161.00 |
163.20 |
158.80 |
163.00 |
+2.60 |
9,916 |
50,316 |
+967 |
May05 |
041230 |
163.20 |
165.00 |
161.50 |
165.00 |
+2.30 |
3,033 |
22,064 |
+214 |
Jul05 |
041230 |
166.00 |
168.00 |
164.80 |
168.00 |
+2.00 |
1,621 |
30,848 |
+155 |
Aug05 |
041230 |
167.40 |
170.50 |
166.40 |
170.50 |
+3.10 |
210 |
9,905 |
-179 |
Sep05 |
041230 |
169.20 |
172.00 |
168.00 |
172.00 |
+3.10 |
7 |
7,118 |
+2 |
Oct05 |
041230 |
170.30 |
173.50 |
169.00 |
173.50 |
+3.20 |
114 |
6,166 |
+45 |
Dec05 |
041230 |
173.30 |
175.50 |
171.50 |
175.20 |
+1.90 |
478 |
6,680 |
+97 |
Total Volume and Open Interest |
21,598 |
142,489 |
-1,968 |
Soybean Oil(CBOT) |
Jan05 |
041230 |
21.00 |
21.05 |
20.39 |
20.61 |
-0.35 |
6,258 |
12,243 |
-3,402 |
Mar05 |
041230 |
21.15 |
21.15 |
20.40 |
20.79 |
-0.32 |
11,083 |
64,798 |
+1,410 |
May05 |
041230 |
21.26 |
21.26 |
20.65 |
21.02 |
-0.18 |
2,737 |
23,244 |
+9 |
Jul05 |
041230 |
20.90 |
21.13 |
20.70 |
21.12 |
-0.16 |
1,744 |
22,175 |
-268 |
Aug05 |
041230 |
20.90 |
21.15 |
20.80 |
21.13 |
-0.17 |
107 |
5,687 |
-56 |
Sep05 |
041230 |
20.90 |
21.05 |
20.75 |
21.05 |
-0.20 |
64 |
4,237 |
+2 |
Oct05 |
041230 |
20.85 |
21.05 |
20.85 |
21.05 |
-0.20 |
19 |
4,389 |
+19 |
Dec05 |
041230 |
20.50 |
21.05 |
20.50 |
21.05 |
-0.05 |
146 |
9,109 |
+46 |
Total Volume and Open Interest |
22,158 |
146,840 |
-2,240 |
Canola(WCE) |
Jan05 |
041231 |
268.2 |
268.2 |
267.5 |
267.5 |
-1.7 |
756 |
1,863 |
-897 |
Mar05 |
041231 |
275.0 |
275.0 |
272.1 |
272.6 |
-2.8 |
4,113 |
42,835 |
+2,913 |
May05 |
041231 |
278.2 |
278.2 |
275.5 |
276.0 |
-4.1 |
137 |
2,995 |
+14 |
Jul05 |
041231 |
282.1 |
283.0 |
279.1 |
279.1 |
-5.2 |
33 |
1,680 |
-111 |
Sep05 |
041231 |
282.1 |
282.1 |
282.1 |
282.1 |
-2.8 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,048 |
60,968 |
+1,923 |
Corn(CBOT) |
Mar05 |
041230 |
203.75 |
205.25 |
202.00 |
204.75 |
+1.50 |
34,623 |
352,104 |
+5,830 |
May05 |
041230 |
211.50 |
213.50 |
209.25 |
213.00 |
+1.75 |
3,230 |
86,280 |
+318 |
Jul05 |
041230 |
219.00 |
221.00 |
217.00 |
220.50 |
+1.75 |
3,202 |
76,068 |
+253 |
Sep05 |
041230 |
226.25 |
227.75 |
225.00 |
227.50 |
+1.00 |
906 |
23,296 |
+67 |
Dec05 |
041230 |
235.75 |
237.00 |
234.50 |
236.75 |
+1.00 |
1,776 |
56,077 |
+231 |
Mar06 |
041230 |
242.75 |
244.00 |
241.75 |
244.00 |
+0.75 |
14 |
2,088 |
+6 |
Total Volume and Open Interest |
43,821 |
599,661 |
+6,743 |
Wheat(CBOT) |
Mar05 |
041230 |
305.50 |
308.00 |
303.00 |
307.50 |
+4.00 |
8,639 |
143,454 |
+832 |
May05 |
041230 |
312.00 |
314.50 |
310.00 |
314.25 |
+3.50 |
491 |
15,335 |
+46 |
Jul05 |
041230 |
319.00 |
321.25 |
317.25 |
320.75 |
+3.50 |
910 |
16,169 |
+315 |
Sep05 |
041230 |
325.50 |
327.50 |
325.50 |
327.50 |
+4.25 |
198 |
723 |
+72 |
Dec05 |
041230 |
336.50 |
338.00 |
335.50 |
338.00 |
+5.00 |
56 |
8,504 |
-13 |
Total Volume and Open Interest |
10,294 |
184,249 |
+1,252 |
Wheat(KCBT) |
Mar05 |
041230 |
333.50 |
338.00 |
333.00 |
338.00 |
+3.50 |
3,169 |
48,702 |
+308 |
May05 |
041230 |
329.00 |
334.00 |
328.50 |
333.75 |
+3.75 |
298 |
6,406 |
+102 |
Jul05 |
041230 |
325.00 |
327.25 |
324.50 |
326.50 |
+1.50 |
410 |
9,159 |
-77 |
Sep05 |
041230 |
330.00 |
332.50 |
330.00 |
332.50 |
+1.00 |
0 |
2,194 |
+0 |
Dec05 |
041230 |
342.00 |
343.00 |
342.00 |
343.00 |
+1.00 |
10 |
1,126 |
+10 |
Total Volume and Open Interest |
3,887 |
67,927 |
+343 |
Wheat(MGE) |
Mar05 |
041230 |
342.50 |
346.00 |
341.00 |
346.00 |
+3.50 |
2,711 |
21,691 |
+171 |
May05 |
041230 |
347.00 |
351.00 |
346.50 |
351.00 |
+4.00 |
119 |
6,906 |
+40 |
Jul05 |
041230 |
349.00 |
351.00 |
349.00 |
350.00 |
-0.25 |
77 |
3,595 |
+48 |
Sep05 |
041230 |
347.00 |
347.50 |
347.00 |
347.50 |
-0.50 |
45 |
1,441 |
+25 |
Dec05 |
041230 |
356.00 |
360.00 |
356.00 |
359.50 |
+4.50 |
0 |
392 |
+0 |
Total Volume and Open Interest |
2,952 |
34,027 |
+284 |
Oats(CBOT) |
Mar05 |
041230 |
157.25 |
159.00 |
155.50 |
156.25 |
-1.00 |
206 |
6,182 |
-102 |
May05 |
041230 |
156.50 |
157.00 |
155.00 |
155.00 |
-1.00 |
131 |
774 |
+48 |
Jul05 |
041230 |
155.50 |
155.50 |
155.50 |
155.50 |
-0.50 |
0 |
149 |
+0 |
Sep05 |
041230 |
152.00 |
152.00 |
152.00 |
152.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
337 |
7,111 |
-54 |
Rough Rice(CBOT) |
Jan05 |
041230 |
7.17 |
7.18 |
7.10 |
7.18 |
+0.03 |
475 |
548 |
-208 |
Mar05 |
041230 |
7.36 |
7.40 |
7.30 |
7.39 |
+0.03 |
569 |
3,518 |
+188 |
May05 |
041230 |
7.56 |
7.56 |
7.51 |
7.55 |
+0.01 |
30 |
247 |
-21 |
Jul05 |
041230 |
7.72 |
7.72 |
7.72 |
7.72 |
+0.01 |
0 |
67 |
+0 |
Total Volume and Open Interest |
1,074 |
4,382 |
-41 |
Live Cattle(CME) |
Dec04 |
041230 |
90.075 |
90.450 |
89.500 |
89.850 |
-0.225 |
811 |
604 |
-750 |
Feb05 |
041230 |
88.550 |
88.800 |
87.600 |
87.825 |
-0.800 |
10,972 |
78,503 |
-732 |
Apr05 |
041230 |
85.200 |
86.000 |
84.000 |
85.625 |
-0.350 |
4,470 |
25,217 |
+88 |
Jun05 |
041230 |
80.200 |
80.650 |
79.700 |
80.625 |
-0.200 |
1,763 |
13,627 |
+827 |
Aug05 |
041230 |
78.900 |
79.500 |
78.700 |
79.400 |
-0.425 |
432 |
7,988 |
+144 |
Oct05 |
041230 |
79.800 |
80.200 |
79.550 |
80.200 |
-0.300 |
589 |
5,082 |
+266 |
Total Volume and Open Interest |
19,171 |
133,854 |
-42 |
Feeder Cattle(CME) |
Jan05 |
041230 |
102.500 |
103.000 |
101.600 |
101.800 |
-1.250 |
1,377 |
5,406 |
+74 |
Mar05 |
041230 |
97.000 |
97.300 |
95.700 |
96.000 |
-1.825 |
1,464 |
5,964 |
+203 |
Apr05 |
041230 |
96.000 |
96.000 |
95.100 |
95.375 |
-0.900 |
280 |
1,842 |
+56 |
May05 |
041230 |
95.400 |
96.000 |
94.900 |
95.250 |
-0.950 |
554 |
2,330 |
+139 |
Aug05 |
041230 |
97.400 |
97.500 |
96.900 |
97.250 |
-0.850 |
148 |
933 |
+93 |
Sep05 |
041230 |
96.250 |
96.250 |
96.250 |
96.250 |
-0.800 |
3 |
97 |
+3 |
Oct05 |
041230 |
96.000 |
96.250 |
96.000 |
96.250 |
-0.750 |
22 |
23 |
+19 |
Total Volume and Open Interest |
3,848 |
16,614 |
+587 |
Lean Hogs(CME) |
Feb05 |
041230 |
75.650 |
76.800 |
75.000 |
76.400 |
+1.050 |
5,575 |
60,838 |
+657 |
Apr05 |
041230 |
75.300 |
77.000 |
74.550 |
76.800 |
+1.500 |
3,137 |
18,447 |
+839 |
May05 |
041230 |
73.850 |
75.200 |
73.300 |
75.000 |
+1.475 |
149 |
2,844 |
+47 |
Jun05 |
041230 |
76.250 |
78.100 |
75.800 |
77.975 |
+1.875 |
844 |
9,934 |
+109 |
Jul05 |
041230 |
72.400 |
73.950 |
71.850 |
73.900 |
+1.825 |
100 |
2,461 |
+22 |
Aug05 |
041230 |
68.550 |
70.000 |
68.400 |
70.000 |
+1.750 |
41 |
1,958 |
+13 |
Oct05 |
041230 |
60.450 |
61.900 |
60.200 |
61.825 |
+1.375 |
117 |
860 |
-18 |
Dec05 |
041230 |
57.750 |
58.250 |
57.750 |
58.250 |
+0.750 |
101 |
385 |
-2 |
Total Volume and Open Interest |
10,066 |
97,761 |
+1,669 |
Pork Bellies(CME) |
Feb05 |
041230 |
95.500 |
95.750 |
93.850 |
94.250 |
-1.125 |
353 |
1,691 |
+36 |
Mar05 |
041230 |
95.500 |
95.500 |
94.550 |
94.550 |
-1.200 |
39 |
164 |
+9 |
May05 |
041230 |
97.000 |
97.000 |
96.475 |
96.475 |
-0.925 |
15 |
120 |
+4 |
Jul05 |
041230 |
99.300 |
99.300 |
98.500 |
98.500 |
-0.800 |
3 |
21 |
-1 |
Aug05 |
041230 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
410 |
2,001 |
+48 |
Class III Milk(CME) |
Dec04 |
041230 |
16.14 |
16.14 |
16.14 |
16.14 |
-0.05 |
78 |
4,579 |
-45 |
Jan05 |
041230 |
13.63 |
13.67 |
13.53 |
13.67 |
+0.04 |
57 |
3,299 |
+3 |
Feb05 |
041230 |
13.80 |
13.80 |
13.70 |
13.80 |
-0.05 |
101 |
3,052 |
+33 |
Mar05 |
041230 |
13.52 |
13.56 |
13.50 |
13.56 |
unch |
59 |
2,793 |
-13 |
Apr05 |
041230 |
13.65 |
13.70 |
13.55 |
13.60 |
-0.10 |
73 |
1,852 |
+51 |
Total Volume and Open Interest |
894 |
24,400 |
+270 |
Cocoa(NYBOT) |
Mar05 |
041230 |
1550 |
1570 |
1540 |
1547 |
+8 |
5,401 |
43,291 |
-476 |
May05 |
041230 |
1555 |
1567 |
1546 |
1552 |
+7 |
580 |
13,742 |
+20 |
Jul05 |
041230 |
1570 |
1570 |
1556 |
1557 |
+8 |
539 |
12,001 |
-79 |
Sep05 |
041230 |
1570 |
1572 |
1558 |
1562 |
+8 |
139 |
10,778 |
-33 |
Dec05 |
041230 |
1578 |
1585 |
1565 |
1565 |
+8 |
1,834 |
12,021 |
+1,155 |
Mar06 |
041230 |
1580 |
1580 |
1567 |
1568 |
+6 |
860 |
12,389 |
+277 |
May06 |
041230 |
1570 |
1570 |
1570 |
1570 |
+7 |
25 |
2,333 |
+0 |
Total Volume and Open Interest |
9,405 |
117,425 |
+884 |
Coffee "C"(NYBOT) |
Mar05 |
041230 |
107.90 |
108.10 |
103.00 |
103.75 |
-4.20 |
8,577 |
84,413 |
+202 |
May05 |
041230 |
109.50 |
110.15 |
106.00 |
106.00 |
-4.15 |
1,868 |
15,870 |
+457 |
Jul05 |
041230 |
110.50 |
111.50 |
107.50 |
107.65 |
-4.20 |
455 |
4,729 |
+99 |
Sep05 |
041230 |
112.75 |
112.80 |
109.20 |
109.20 |
-4.20 |
210 |
4,611 |
+35 |
Dec05 |
041230 |
114.50 |
114.50 |
111.60 |
111.60 |
-4.30 |
60 |
1,092 |
+29 |
Mar06 |
041230 |
114.10 |
114.10 |
114.10 |
114.10 |
-4.30 |
55 |
685 |
+30 |
Total Volume and Open Interest |
11,226 |
111,490 |
+853 |
Orange Juice(NYBOT) |
Jan05 |
041230 |
86.50 |
86.50 |
85.75 |
86.10 |
-0.30 |
864 |
894 |
-540 |
Mar05 |
041230 |
87.75 |
88.00 |
87.50 |
87.95 |
-0.05 |
1,762 |
22,823 |
+689 |
May05 |
041230 |
89.90 |
89.90 |
89.60 |
89.80 |
+0.10 |
220 |
8,672 |
+58 |
Jul05 |
041230 |
90.00 |
90.40 |
90.00 |
90.40 |
-0.30 |
37 |
955 |
-29 |
Sep05 |
041230 |
90.90 |
90.90 |
90.90 |
90.90 |
-0.30 |
0 |
120 |
+0 |
Total Volume and Open Interest |
2,883 |
34,176 |
+178 |
Sugar #11(NYBOT) |
Mar05 |
041230 |
9.05 |
9.08 |
8.99 |
9.04 |
-0.02 |
17,447 |
224,818 |
+1,082 |
May05 |
041230 |
9.22 |
9.27 |
9.20 |
9.25 |
-0.01 |
4,577 |
51,605 |
+254 |
Jul05 |
041230 |
9.17 |
9.22 |
9.15 |
9.21 |
unch |
3,670 |
38,026 |
+954 |
Oct05 |
041230 |
9.12 |
9.16 |
9.11 |
9.15 |
unch |
908 |
24,073 |
+96 |
Mar06 |
041230 |
9.03 |
9.04 |
9.02 |
9.04 |
+0.01 |
124 |
10,750 |
+14 |
Total Volume and Open Interest |
26,784 |
355,455 |
+2,380 |
London Cocoa(LCE) |
Dec04 |
041214 |
849 |
852 |
846 |
848 |
-5 |
7,929 |
11,468 |
-3,699 |
Mar05 |
041231 |
840 |
845 |
835 |
844 |
+3 |
3,098 |
66,131 |
+564 |
May05 |
041231 |
853 |
856 |
845 |
852 |
+1 |
595 |
22,453 |
+57 |
Jul05 |
041231 |
868 |
870 |
863 |
868 |
-1 |
298 |
23,504 |
-72 |
Sep05 |
041231 |
883 |
888 |
882 |
884 |
-3 |
9,280 |
47,958 |
+230 |
Dec05 |
041231 |
878 |
879 |
878 |
879 |
-2 |
337 |
35,341 |
-126 |
Mar06 |
041231 |
886 |
889 |
886 |
889 |
+1 |
83 |
12,760 |
+55 |
Total Volume and Open Interest |
13,700 |
210,329 |
+717 |
London Coffee(LCE) |
Jan05 |
041231 |
709.00 |
740.00 |
708.00 |
737.00 |
+7.00 |
5,824 |
7,686 |
-4,593 |
Mar05 |
041231 |
749.00 |
759.00 |
747.00 |
759.00 |
-8.00 |
6,643 |
64,890 |
+3,048 |
May05 |
041231 |
770.00 |
781.00 |
770.00 |
780.00 |
-10.00 |
2,183 |
43,787 |
+554 |
Jul05 |
041231 |
794.00 |
800.00 |
790.00 |
800.00 |
-9.00 |
217 |
14,412 |
-49 |
Sep05 |
041231 |
811.00 |
819.00 |
808.00 |
819.00 |
-8.00 |
234 |
8,341 |
+118 |
Nov05 |
041231 |
833.00 |
836.00 |
833.00 |
836.00 |
-9.00 |
7 |
2,918 |
-7 |
Total Volume and Open Interest |
15,108 |
143,356 |
-929 |
London Sugar(LCE) |
Dec04 |
041115 |
234.00 |
240.30 |
234.00 |
240.00 |
+6.00 |
2,517 |
2,553 |
-675 |
Mar05 |
041231 |
257.80 |
259.50 |
257.80 |
259.30 |
+0.50 |
2,974 |
24,614 |
-138 |
May05 |
041231 |
268.50 |
268.80 |
268.20 |
268.80 |
+0.80 |
516 |
14,260 |
-44 |
Aug05 |
041231 |
268.30 |
268.40 |
268.30 |
268.40 |
+0.80 |
368 |
6,889 |
+24 |
Oct05 |
041231 |
268.40 |
268.40 |
268.40 |
268.40 |
+0.80 |
115 |
3,822 |
-47 |
Total Volume and Open Interest |
3,973 |
52,846 |
-205 |
Cotton(NYBOT) |
Mar05 |
041230 |
43.40 |
44.95 |
43.00 |
44.77 |
+0.76 |
9,573 |
52,607 |
-1,085 |
May05 |
041230 |
43.70 |
45.40 |
43.70 |
45.19 |
+0.81 |
1,196 |
10,654 |
+116 |
Jul05 |
041230 |
44.70 |
46.40 |
44.70 |
46.30 |
+0.95 |
899 |
10,753 |
-44 |
Oct05 |
041230 |
46.50 |
47.48 |
46.50 |
47.48 |
-0.07 |
1 |
273 |
-1 |
Dec05 |
041230 |
47.50 |
48.50 |
47.50 |
48.46 |
+0.46 |
294 |
6,641 |
+0 |
Mar06 |
041230 |
50.45 |
50.45 |
50.45 |
50.45 |
+0.43 |
72 |
972 |
+39 |
Total Volume and Open Interest |
12,035 |
82,475 |
-975 |
Lumber(CME) |
Jan05 |
041230 |
354.2 |
356.9 |
352.4 |
356.4 |
+2.9 |
513 |
1,752 |
-59 |
Mar05 |
041230 |
361.4 |
361.5 |
357.0 |
359.4 |
+1.2 |
385 |
1,549 |
+17 |
May05 |
041230 |
357.6 |
358.6 |
352.0 |
352.5 |
-4.3 |
108 |
466 |
+32 |
Jul05 |
041230 |
355.1 |
355.1 |
355.1 |
355.1 |
-1.1 |
12 |
89 |
+1 |
Total Volume and Open Interest |
1,022 |
3,868 |
-7 |
Crude Oil(NYM) |
Feb05 |
041230 |
42.75 |
43.59 |
42.62 |
43.45 |
-0.19 |
84,045 |
166,770 |
-3,435 |
Mar05 |
041230 |
43.10 |
43.80 |
42.80 |
43.63 |
-0.17 |
33,732 |
83,713 |
+3,283 |
Apr05 |
041230 |
43.05 |
43.65 |
42.95 |
43.57 |
-0.17 |
7,595 |
41,810 |
+2,032 |
May05 |
041230 |
43.00 |
43.32 |
42.90 |
43.32 |
-0.19 |
2,605 |
23,399 |
+541 |
Jun05 |
041230 |
42.60 |
43.05 |
42.28 |
43.05 |
-0.21 |
5,078 |
34,951 |
-418 |
Jul05 |
041230 |
42.60 |
42.79 |
42.60 |
42.79 |
-0.22 |
698 |
19,208 |
+491 |
Aug05 |
041230 |
42.55 |
42.55 |
42.55 |
42.55 |
-0.22 |
47 |
11,473 |
+30 |
Sep05 |
041230 |
41.80 |
42.32 |
41.80 |
42.32 |
-0.22 |
377 |
13,975 |
+237 |
Oct05 |
041230 |
41.50 |
42.10 |
41.50 |
42.10 |
-0.22 |
0 |
6,839 |
+0 |
Nov05 |
041230 |
41.90 |
41.90 |
41.90 |
41.90 |
-0.22 |
25 |
13,956 |
+25 |
Dec05 |
041230 |
41.10 |
41.71 |
41.10 |
41.71 |
-0.22 |
3,043 |
52,226 |
-589 |
Jan06 |
041230 |
41.47 |
41.47 |
41.47 |
41.47 |
-0.22 |
87 |
9,410 |
+78 |
Feb06 |
041230 |
41.24 |
41.24 |
41.24 |
41.24 |
-0.22 |
100 |
4,956 |
+0 |
Mar06 |
041230 |
41.03 |
41.03 |
41.03 |
41.03 |
-0.22 |
125 |
9,173 |
-25 |
Apr06 |
041230 |
40.87 |
40.87 |
40.87 |
40.87 |
-0.22 |
0 |
4,902 |
+0 |
May06 |
041230 |
40.72 |
40.72 |
40.72 |
40.72 |
-0.22 |
201 |
2,395 |
+101 |
Total Volume and Open Interest |
141,728 |
658,783 |
+2,325 |
Heating Oil(NYM) |
Jan05 |
041230 |
123.75 |
125.70 |
122.00 |
122.97 |
-4.77 |
24,959 |
7,818 |
-7,595 |
Feb05 |
041230 |
124.80 |
126.50 |
123.75 |
125.26 |
-2.57 |
29,182 |
59,411 |
+2,505 |
Mar05 |
041230 |
122.50 |
123.60 |
122.00 |
123.06 |
-2.07 |
6,953 |
29,184 |
+679 |
Apr05 |
041230 |
117.00 |
118.00 |
117.00 |
117.56 |
-1.77 |
1,889 |
13,846 |
-382 |
May05 |
041230 |
114.00 |
114.90 |
114.00 |
114.51 |
-1.42 |
799 |
6,554 |
+34 |
Jun05 |
041230 |
111.00 |
113.95 |
111.00 |
112.76 |
-1.32 |
721 |
9,142 |
-217 |
Jul05 |
041230 |
112.00 |
112.51 |
112.00 |
112.51 |
-1.22 |
155 |
5,839 |
+139 |
Aug05 |
041230 |
113.00 |
113.00 |
112.50 |
112.81 |
-1.17 |
130 |
3,145 |
+116 |
Sep05 |
041230 |
114.50 |
114.50 |
113.56 |
113.56 |
-1.12 |
4 |
4,171 |
+4 |
Oct05 |
041230 |
114.50 |
114.50 |
114.41 |
114.41 |
-1.12 |
2 |
706 |
+4 |
Nov05 |
041230 |
114.38 |
115.26 |
114.38 |
115.26 |
-1.12 |
14 |
1,061 |
+12 |
Dec05 |
041230 |
115.23 |
116.25 |
115.23 |
116.11 |
-1.12 |
884 |
8,676 |
+507 |
Total Volume and Open Interest |
66,002 |
155,207 |
-3,925 |
Unleaded Gas(NYM) |
Jan05 |
041230 |
107.25 |
111.30 |
107.25 |
108.87 |
+0.44 |
16,578 |
6,969 |
-5,746 |
Feb05 |
041230 |
111.00 |
114.00 |
110.50 |
113.29 |
+1.28 |
22,003 |
60,550 |
+2,462 |
Mar05 |
041230 |
112.50 |
116.00 |
112.50 |
115.38 |
+0.77 |
5,174 |
21,518 |
+1,204 |
Apr05 |
041230 |
122.30 |
123.50 |
121.00 |
123.08 |
+0.67 |
2,512 |
21,774 |
-128 |
May05 |
041230 |
123.10 |
123.68 |
121.80 |
123.68 |
+0.57 |
1,335 |
22,659 |
+245 |
Jun05 |
041230 |
121.00 |
123.53 |
121.00 |
123.53 |
+0.47 |
587 |
9,154 |
+318 |
Jul05 |
041230 |
122.53 |
122.53 |
122.53 |
122.53 |
+0.42 |
28 |
3,971 |
+14 |
Aug05 |
041230 |
120.68 |
120.68 |
120.68 |
120.68 |
+0.42 |
356 |
5,035 |
+352 |
Sep05 |
041230 |
117.00 |
118.13 |
117.00 |
118.13 |
+0.37 |
341 |
7,141 |
+219 |
Oct05 |
041230 |
114.68 |
114.68 |
114.68 |
114.68 |
+0.37 |
51 |
2,988 |
+50 |
Nov05 |
041230 |
113.13 |
113.13 |
113.13 |
113.13 |
+0.32 |
2 |
161 |
+2 |
Dec05 |
041230 |
112.33 |
112.33 |
112.33 |
112.33 |
+0.27 |
100 |
1,654 |
+0 |
Total Volume and Open Interest |
49,067 |
163,574 |
-1,008 |
Natural Gas(NYM) |
Feb05 |
041230 |
6.300 |
6.405 |
6.100 |
6.149 |
-0.253 |
14,203 |
64,283 |
+1,177 |
Mar05 |
041230 |
6.350 |
6.440 |
6.170 |
6.195 |
-0.250 |
5,958 |
44,244 |
-1,173 |
Apr05 |
041230 |
6.160 |
6.210 |
6.060 |
6.065 |
-0.150 |
2,841 |
25,748 |
+67 |
May05 |
041230 |
6.180 |
6.210 |
6.090 |
6.090 |
-0.135 |
1,256 |
22,658 |
-462 |
Jun05 |
041230 |
6.230 |
6.280 |
6.130 |
6.130 |
-0.135 |
594 |
13,488 |
+81 |
Jul05 |
041230 |
6.260 |
6.330 |
6.180 |
6.180 |
-0.132 |
1,000 |
16,640 |
+476 |
Aug05 |
041230 |
6.300 |
6.320 |
6.190 |
6.205 |
-0.132 |
296 |
12,252 |
+16 |
Sep05 |
041230 |
6.280 |
6.310 |
6.180 |
6.180 |
-0.132 |
271 |
11,656 |
+12 |
Oct05 |
041230 |
6.310 |
6.340 |
6.210 |
6.210 |
-0.132 |
1,635 |
23,097 |
-556 |
Nov05 |
041230 |
6.650 |
6.670 |
6.550 |
6.550 |
-0.122 |
378 |
11,032 |
+37 |
Dec05 |
041230 |
6.950 |
7.000 |
6.880 |
6.880 |
-0.122 |
1,050 |
18,204 |
+323 |
Jan06 |
041230 |
7.190 |
7.220 |
7.100 |
7.100 |
-0.117 |
133 |
16,173 |
+45 |
Feb06 |
041230 |
7.180 |
7.180 |
7.080 |
7.085 |
-0.117 |
72 |
9,606 |
-13 |
Mar06 |
041230 |
6.970 |
6.970 |
6.870 |
6.870 |
-0.112 |
273 |
11,942 |
+176 |
Apr06 |
041230 |
5.960 |
5.960 |
5.960 |
5.960 |
-0.087 |
119 |
9,809 |
+60 |
May06 |
041230 |
5.890 |
5.890 |
5.820 |
5.820 |
-0.087 |
304 |
7,698 |
+155 |
Total Volume and Open Interest |
32,871 |
385,693 |
-183 |
US Dollar Index(NYBOT) |
Mar05 |
041231 |
80.52 |
81.20 |
80.52 |
81.00 |
+0.40 |
3,566 |
24,413 |
-1,482 |
Jun05 |
041231 |
80.78 |
81.10 |
80.78 |
81.04 |
+0.40 |
4 |
2,034 |
+3 |
Sep05 |
041231 |
81.07 |
81.07 |
81.07 |
81.07 |
+0.40 |
0 |
35 |
+0 |
Total Volume and Open Interest |
3,570 |
26,495 |
-1,479 |
Australian Dollar(CME) |
Mar05 |
041231 |
77.60 |
78.04 |
77.43 |
77.90 |
+0.34 |
1,443 |
61,488 |
+773 |
Jun05 |
041231 |
77.24 |
77.24 |
77.24 |
77.24 |
+0.24 |
1 |
337 |
-1 |
Sep05 |
041231 |
76.62 |
76.62 |
76.62 |
76.62 |
+0.14 |
0 |
312 |
+0 |
Total Volume and Open Interest |
1,444 |
62,247 |
+772 |
British Pound(CME) |
Mar05 |
041231 |
192.44 |
192.44 |
190.60 |
190.71 |
-0.96 |
2,272 |
79,448 |
+2,019 |
Jun05 |
041231 |
189.81 |
189.81 |
189.81 |
189.81 |
-0.96 |
3 |
21 |
+4 |
Sep05 |
041231 |
188.91 |
188.91 |
188.91 |
188.91 |
-0.96 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,275 |
79,491 |
+2,023 |
Canadian Dollar(CME) |
Mar05 |
041231 |
83.01 |
83.52 |
82.95 |
83.22 |
+0.17 |
3,613 |
64,470 |
+974 |
Jun05 |
041231 |
83.50 |
83.50 |
83.28 |
83.28 |
+0.17 |
312 |
2,906 |
+106 |
Sep05 |
041231 |
83.38 |
83.38 |
83.38 |
83.38 |
+0.17 |
48 |
762 |
+6 |
Dec05 |
041231 |
83.50 |
83.50 |
83.50 |
83.50 |
+0.17 |
76 |
501 |
-5 |
Total Volume and Open Interest |
4,049 |
68,659 |
+1,081 |
Japanese Yen(CME) |
Mar05 |
041231 |
98.11 |
98.25 |
97.55 |
97.97 |
+0.45 |
5,002 |
132,523 |
+5,919 |
Jun05 |
041231 |
98.85 |
98.85 |
98.60 |
98.65 |
+0.45 |
11 |
20,066 |
-128 |
Sep05 |
041231 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.45 |
0 |
81 |
+0 |
Total Volume and Open Interest |
5,013 |
152,716 |
+5,791 |
Swiss Franc(CME) |
Mar05 |
041231 |
88.71 |
88.79 |
87.70 |
87.96 |
-0.80 |
3,208 |
61,162 |
+1,936 |
Jun05 |
041231 |
89.19 |
89.19 |
88.23 |
88.39 |
-0.80 |
0 |
113 |
+0 |
Sep05 |
041231 |
88.85 |
88.85 |
88.85 |
88.85 |
-0.80 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,208 |
61,341 |
+1,936 |
EuroFX(CME) |
Mar05 |
041231 |
136.45 |
136.51 |
135.20 |
135.58 |
-1.01 |
6,912 |
145,213 |
-1,261 |
Jun05 |
041231 |
136.53 |
136.53 |
135.65 |
135.80 |
-1.01 |
71 |
1,404 |
-205 |
Sep05 |
041231 |
136.11 |
136.11 |
136.11 |
136.11 |
-1.01 |
20 |
335 |
+20 |
Total Volume and Open Interest |
7,005 |
147,968 |
-1,444 |
Mexican Peso(CME) |
Dec04 |
041213 |
8815.0 |
8850.0 |
8815.0 |
8835.0 |
+17.0 |
7,736 |
40,533 |
-1,070 |
Mar05 |
041231 |
8838.0 |
8870.0 |
8833.0 |
8858.0 |
+26.0 |
6,764 |
85,628 |
+2,386 |
Total Volume and Open Interest |
6,832 |
87,294 |
+2,342 |
30-Year T-Bonds(CBOT) |
Mar05 |
041231 |
111~27 |
112~20 |
111~24 |
112~16 |
+0~24 |
89,571 |
571,337 |
+7,673 |
Jun05 |
041231 |
111~08 |
111~22 |
111~08 |
111~21 |
+0~24 |
147 |
13,295 |
+62 |
Sep05 |
041231 |
110~25 |
110~29 |
110~25 |
110~29 |
+0~24 |
0 |
192 |
+0 |
Total Volume and Open Interest |
89,718 |
584,834 |
+7,735 |
Municipal Bonds(CBOT) |
Mar05 |
041231 |
103~27 |
104~02 |
103~27 |
104~00 |
+0~11 |
81 |
1,609 |
-1 |
Total Volume and Open Interest |
81 |
1,609 |
-1 |
10-Year T-Notes(CBOT) |
Mar05 |
041231 |
111~225 |
112~000 |
111~205 |
111~300 |
+0~085 |
241,243 |
1,591,404 |
+4,675 |
Jun05 |
041231 |
110~310 |
111~020 |
110~290 |
111~015 |
+0~085 |
267 |
18,349 |
+91 |
Total Volume and Open Interest |
241,520 |
1,610,426 |
+4,766 |
5-Year T-Notes(CBOT) |
Mar05 |
041231 |
109~165 |
109~175 |
109~130 |
109~170 |
+0~045 |
127,337 |
0 |
+0 |
Jun05 |
041231 |
109~020 |
109~020 |
109~020 |
109~020 |
+0~050 |
|
|
|
Total Volume and Open Interest |
127,337 |
|
|
2 Year T-Notes(CBOT) |
Mar05 |
041231 |
104~099 |
104~103 |
104~096 |
104~102 |
+0~010 |
2,343 |
245,936 |
+6,468 |
Total Volume and Open Interest |
2,952 |
251,790 |
+1,729 |
Eurodollars(CME) |
Mar05 |
041231 |
97.090 |
97.105 |
97.085 |
97.095 |
+0.005 |
20,644 |
1,047,941 |
-11,366 |
Jun05 |
041231 |
96.810 |
96.840 |
96.800 |
96.825 |
+0.030 |
21,135 |
1,083,541 |
-5,775 |
Sep05 |
041231 |
96.590 |
96.625 |
96.580 |
96.610 |
+0.035 |
14,908 |
948,564 |
+2,845 |
Dec05 |
041231 |
96.415 |
96.465 |
96.410 |
96.440 |
+0.035 |
14,490 |
745,469 |
-1,831 |
Mar06 |
041231 |
96.310 |
96.345 |
96.300 |
96.325 |
+0.035 |
10,105 |
581,873 |
-1,864 |
Jun06 |
041231 |
96.205 |
96.240 |
96.200 |
96.225 |
+0.030 |
8,704 |
397,354 |
+2,957 |
Sep06 |
041231 |
96.120 |
96.140 |
96.110 |
96.130 |
+0.020 |
9,158 |
301,150 |
+1,044 |
Dec06 |
041231 |
96.025 |
96.040 |
96.015 |
96.035 |
+0.030 |
17,236 |
253,445 |
-680 |
Mar07 |
041231 |
95.950 |
95.960 |
95.940 |
95.955 |
+0.030 |
4,725 |
183,432 |
+1,175 |
Jun07 |
041231 |
95.865 |
95.875 |
95.850 |
95.870 |
+0.030 |
6,885 |
159,915 |
+3,509 |
Sep07 |
041231 |
95.780 |
95.785 |
95.770 |
95.785 |
+0.035 |
5,141 |
123,690 |
+1,397 |
Dec07 |
041231 |
95.680 |
95.690 |
95.670 |
95.690 |
+0.040 |
7,524 |
129,705 |
+81 |
Total Volume and Open Interest |
160,176 |
6,655,586 |
-29 |
3-Mth Euro-Yen(CME) |
Dec04 |
041213 |
99.92 |
99.92 |
99.92 |
99.92 |
unch |
577 |
18,247 |
-1,645 |
Mar05 |
041230 |
99.91 |
99.91 |
99.91 |
99.91 |
+0.01 |
0 |
52,181 |
+45 |
Jun05 |
041230 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
71 |
32,926 |
-525 |
Sep05 |
041230 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
7,255 |
-1 |
Dec05 |
041230 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
5,396 |
+0 |
Mar06 |
041230 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
7,053 |
+0 |
Jun06 |
041230 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
3,722 |
+0 |
Sep06 |
041230 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
0 |
2,099 |
+0 |
Dec06 |
041230 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
411 |
+0 |
Mar07 |
041230 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
71 |
112,087 |
-481 |
3-Mth Euro-Yen(SIMEX) |
Mar05 |
041231 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
482 |
100,919 |
+196 |
Jun05 |
041231 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
597 |
92,035 |
-744 |
Sep05 |
041231 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
433 |
43,909 |
+216 |
Dec05 |
041231 |
99.82 |
99.82 |
99.81 |
99.81 |
unch |
12 |
35,584 |
-1 |
Mar06 |
041231 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
45 |
27,533 |
+25 |
Jun06 |
041231 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
2 |
13,078 |
+0 |
Sep06 |
041231 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
75 |
6,930 |
+5 |
Dec06 |
041231 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
6,793 |
+0 |
Total Volume and Open Interest |
1,646 |
333,831 |
-303 |
German Euro-Bund(EUREX) |
Mar05 |
041230 |
0.00 |
0.00 |
0.00 |
0.00 |
-118.15 |
367,829 |
0 |
-1,181,250 |
Jun05 |
041230 |
0.00 |
0.00 |
0.00 |
0.00 |
-117.25 |
696 |
0 |
-749 |
Sep05 |
041229 |
116.90 |
116.90 |
116.90 |
116.90 |
-0.32 |
|
|
|
Total Volume and Open Interest |
269,125 |
1,181,999 |
-12,734 |
German Euro-Bobl(EUREX) |
Mar05 |
041230 |
0.00 |
0.00 |
0.00 |
0.00 |
-112.53 |
246,101 |
0 |
-768,366 |
Jun05 |
041230 |
0.00 |
0.00 |
0.00 |
0.00 |
-111.68 |
230 |
0 |
-457 |
Sep05 |
041229 |
111.53 |
111.53 |
111.53 |
111.53 |
-0.14 |
|
|
|
Total Volume and Open Interest |
186,384 |
768,823 |
-13,462 |
Long Gilt(LIFFE) |
Mar05 |
041231 |
111~06 |
111~21 |
111~06 |
111~18 |
+0~11 |
29,340 |
191,898 |
-4,719 |
Jun05 |
041231 |
111~12 |
111~12 |
111~12 |
111~12 |
+0~11 |
|
|
|
Total Volume and Open Interest |
29,340 |
191,898 |
-20,206 |
3-Mth Short Sterling(LIFFE) |
Mar05 |
041231 |
95.13 |
95.15 |
95.11 |
95.14 |
+0.02 |
14,133 |
247,425 |
+2,017 |
Jun05 |
041231 |
95.21 |
95.24 |
95.20 |
95.24 |
+0.03 |
11,226 |
249,088 |
-332 |
Sep05 |
041231 |
95.23 |
95.27 |
95.23 |
95.26 |
+0.03 |
15,457 |
242,984 |
-760 |
Total Volume and Open Interest |
77,993 |
1,262,532 |
-4,473 |
3-Mth Euribor(LIFFE) |
Mar05 |
041231 |
97.790 |
97.795 |
97.785 |
97.795 |
+97.795 |
55,760 |
519,530 |
+519,530 |
Jun05 |
041231 |
97.665 |
97.665 |
97.635 |
97.660 |
+97.660 |
38,682 |
562,677 |
+562,677 |
Sep05 |
041231 |
97.530 |
97.530 |
97.490 |
97.520 |
+97.520 |
40,177 |
383,901 |
+383,901 |
Total Volume and Open Interest |
246,379 |
2,674,228 |
+2,674,228 |
3-Mth Aus T-Bills(SFE) |
Mar05 |
041231 |
94.62 |
94.62 |
94.61 |
94.62 |
+0.01 |
7,517 |
260,132 |
-10,527 |
Jun05 |
041231 |
94.60 |
94.61 |
94.59 |
94.60 |
+0.01 |
14,869 |
143,097 |
-4,924 |
Sep05 |
041231 |
94.58 |
94.59 |
94.57 |
94.58 |
+0.01 |
1,774 |
43,842 |
+939 |
Dec05 |
041231 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.02 |
592 |
22,832 |
+10 |
Mar06 |
041231 |
94.50 |
94.51 |
94.50 |
94.51 |
+0.03 |
200 |
15,267 |
+112 |
Jun06 |
041231 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.02 |
10 |
10,620 |
-40 |
Sep06 |
041231 |
94.41 |
94.41 |
94.40 |
94.40 |
+0.01 |
19 |
6,905 |
+0 |
Dec06 |
041231 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.01 |
0 |
3,117 |
-10 |
Mar07 |
041231 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.02 |
0 |
1,863 |
+0 |
Jun07 |
041231 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.02 |
10 |
1,419 |
+10 |
Total Volume and Open Interest |
24,991 |
511,157 |
-14,430 |
10-Year Aus T-Bonds(SFE) |
Mar05 |
041231 |
94.66 |
94.67 |
94.64 |
94.65 |
+0.02 |
7,758 |
249,647 |
-2,930 |
Jun05 |
041231 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.02 |
|
|
|
Total Volume and Open Interest |
7,758 |
249,647 |
-2,930 |
3-Year Aus T-Bonds(SFE) |
Mar05 |
041231 |
94.86 |
94.86 |
94.83 |
94.85 |
+0.02 |
35,593 |
386,175 |
-8,675 |
Jun05 |
041231 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.02 |
|
|
|
Total Volume and Open Interest |
35,593 |
386,175 |
-8,675 |
Gold(CMX) |
Feb05 |
041230 |
436.2 |
439.8 |
434.7 |
438.4 |
+1.4 |
67,906 |
226,150 |
-5,166 |
Apr05 |
041230 |
439.0 |
442.2 |
437.0 |
440.5 |
+1.4 |
4,855 |
21,252 |
+1,676 |
Jun05 |
041230 |
440.2 |
444.5 |
439.0 |
442.9 |
+1.4 |
898 |
29,075 |
-59 |
Aug05 |
041230 |
439.5 |
445.3 |
439.5 |
445.3 |
+1.4 |
40 |
7,768 |
+9 |
Oct05 |
041230 |
447.8 |
447.8 |
447.8 |
447.8 |
+1.4 |
1 |
3,789 |
-1 |
Dec05 |
041230 |
448.0 |
452.0 |
448.0 |
450.4 |
+1.4 |
483 |
18,862 |
+78 |
Feb06 |
041230 |
453.1 |
453.1 |
453.1 |
453.1 |
+1.4 |
0 |
673 |
+0 |
Apr06 |
041230 |
455.8 |
455.8 |
455.8 |
455.8 |
+1.4 |
0 |
631 |
+0 |
Jun06 |
041230 |
458.6 |
458.6 |
458.6 |
458.6 |
+1.4 |
4 |
8,513 |
-3 |
Aug06 |
041230 |
461.4 |
461.4 |
461.4 |
461.4 |
+1.4 |
0 |
170 |
+0 |
Oct06 |
041230 |
464.3 |
464.3 |
464.3 |
464.3 |
+1.4 |
0 |
6 |
+0 |
Dec06 |
041230 |
465.0 |
467.2 |
465.0 |
467.2 |
+1.4 |
19 |
4,948 |
+0 |
Total Volume and Open Interest |
74,218 |
327,260 |
-3,705 |
Silver(CMX) |
Mar05 |
041230 |
683.5 |
688.5 |
680.0 |
683.7 |
+1.0 |
13,225 |
74,066 |
+458 |
May05 |
041230 |
688.0 |
692.0 |
683.0 |
687.2 |
+1.0 |
976 |
7,380 |
+298 |
Jul05 |
041230 |
693.0 |
693.0 |
690.0 |
690.2 |
+1.0 |
1,007 |
4,324 |
+827 |
Sep05 |
041230 |
693.5 |
693.5 |
693.5 |
693.5 |
+1.0 |
0 |
513 |
+0 |
Dec05 |
041230 |
705.0 |
705.0 |
697.2 |
697.2 |
+1.0 |
126 |
10,060 |
+92 |
Mar06 |
041230 |
700.7 |
700.7 |
700.7 |
700.7 |
+1.0 |
100 |
609 |
+100 |
May06 |
041230 |
703.3 |
703.3 |
703.3 |
703.3 |
+1.0 |
|
|
|
Total Volume and Open Interest |
15,662 |
101,101 |
+1,835 |
Platinum(NYM) |
Jan05 |
041230 |
860.0 |
866.6 |
860.0 |
863.7 |
+1.2 |
628 |
570 |
-413 |
Apr05 |
041230 |
863.0 |
863.0 |
856.2 |
859.7 |
-0.3 |
907 |
5,680 |
+341 |
Jul05 |
041230 |
856.7 |
856.7 |
856.7 |
856.7 |
-0.3 |
3 |
8 |
+3 |
Total Volume and Open Interest |
1,538 |
6,258 |
-69 |
Palladium(NYME) |
Mar05 |
041230 |
187.50 |
187.50 |
182.00 |
185.25 |
-0.40 |
172 |
12,181 |
+47 |
Jun05 |
041230 |
189.00 |
189.00 |
187.50 |
187.50 |
-0.15 |
7 |
436 |
+2 |
Sep05 |
041230 |
190.65 |
190.65 |
190.50 |
190.50 |
-0.15 |
0 |
18 |
+0 |
Total Volume and Open Interest |
181 |
12,682 |
+51 |
Copper(CMX) |
Mar05 |
041230 |
144.60 |
145.50 |
144.00 |
145.25 |
+0.75 |
7,894 |
62,100 |
+739 |
May05 |
041230 |
141.10 |
141.60 |
140.70 |
141.60 |
+0.95 |
378 |
6,640 |
+118 |
Jul05 |
041230 |
136.70 |
138.00 |
136.70 |
138.00 |
+1.25 |
68 |
5,223 |
-37 |
Sep05 |
041230 |
134.40 |
134.40 |
134.40 |
134.40 |
+1.80 |
53 |
3,645 |
+27 |
Dec05 |
041230 |
129.30 |
129.30 |
129.30 |
129.30 |
+2.15 |
6 |
2,773 |
-2 |
Total Volume and Open Interest |
11,487 |
93,004 |
-226 |
DJIA Index(CBOT) |
Dec04 |
041216 |
10688 |
10725 |
10670 |
10715 |
+26 |
5,671 |
29,236 |
+1,260 |
Mar05 |
041231 |
10816 |
10840 |
10765 |
10768 |
-30 |
2,614 |
49,173 |
-313 |
Jun05 |
041231 |
10860 |
10860 |
10796 |
10796 |
-31 |
1 |
31 |
+0 |
Total Volume and Open Interest |
2,615 |
49,205 |
-313 |
S & P 500(CME) |
Mar05 |
041231 |
1216.20 |
1219.70 |
1211.00 |
1213.70 |
-1.00 |
23,580 |
659,300 |
+828 |
Jun05 |
041231 |
1219.50 |
1223.00 |
1215.00 |
1217.70 |
-1.00 |
425 |
10,845 |
+212 |
Sep05 |
041231 |
1222.20 |
1222.20 |
1222.20 |
1222.20 |
-1.00 |
1,462 |
2,708 |
-82 |
Dec05 |
041231 |
1227.20 |
1227.20 |
1227.20 |
1227.20 |
-1.00 |
1,455 |
1,371 |
+1,099 |
Total Volume and Open Interest |
26,922 |
674,358 |
+2,057 |
S & P 500 E-Mini(Globex) |
Mar05 |
041231 |
1214.75 |
1219.75 |
1210.75 |
1213.75 |
-1.00 |
210,317 |
748,094 |
+5,872 |
Jun05 |
041231 |
1218.75 |
1223.00 |
1214.00 |
1217.75 |
-1.00 |
119 |
3,274 |
+7 |
Total Volume and Open Interest |
210,436 |
751,368 |
+5,879 |
NASDAQ 100(CME) |
Mar05 |
041231 |
1633.00 |
1637.00 |
1622.00 |
1628.50 |
+0.50 |
2,735 |
64,976 |
-39 |
Jun05 |
041231 |
1639.00 |
1639.00 |
1639.00 |
1639.00 |
+0.50 |
0 |
6 |
+0 |
Sep05 |
041231 |
1649.50 |
1649.50 |
1649.50 |
1649.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
2,735 |
64,982 |
-39 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar05 |
041231 |
1628.5 |
1636.5 |
1620.5 |
1628.5 |
+1628.5 |
73,636 |
270,278 |
+270,278 |
Jun05 |
041231 |
1639.0 |
1639.0 |
1639.0 |
1639.0 |
+1639.0 |
2 |
48 |
+48 |
Total Volume and Open Interest |
73,638 |
270,326 |
+270,326 |
S & P Midcap 400(CME) |
Mar05 |
041231 |
9.64 |
12.24 |
7.14 |
9.99 |
+1.85 |
353 |
12,902 |
-56 |
Jun05 |
041231 |
9.99 |
9.99 |
9.99 |
9.99 |
+1.85 |
|
|
|
Sep05 |
041231 |
9.99 |
9.99 |
9.99 |
9.99 |
+1.85 |
|
|
|
Total Volume and Open Interest |
353 |
12,902 |
-56 |
Russell 2000(CME) |
Mar05 |
041231 |
654.25 |
3.15 |
651.55 |
653.95 |
+0.45 |
563 |
20,382 |
-169 |
Jun05 |
041231 |
653.95 |
653.95 |
653.95 |
653.95 |
+0.45 |
|
|
|
Sep05 |
041231 |
653.95 |
653.95 |
653.95 |
653.95 |
+0.45 |
|
|
|
Total Volume and Open Interest |
563 |
20,382 |
-169 |
Value Line(KCBT) |
Mar05 |
041231 |
1800.10 |
1800.10 |
1799.00 |
1799.00 |
unch |
3 |
39 |
+1 |
Total Volume and Open Interest |
3 |
39 |
+1 |
Nikkei 225(CME) |
Mar05 |
041231 |
11500 |
11580 |
11475 |
11510 |
+60 |
0 |
199 |
+199 |
Jun05 |
041231 |
11500 |
11500 |
11500 |
11500 |
+60 |
|
|
|
Total Volume and Open Interest |
0 |
199 |
+199 |
Nikkei 225(SIMEX) |
Mar05 |
041230 |
11485 |
11505 |
11470 |
11490 |
+25 |
6,184 |
188,337 |
+3,451 |
Jun05 |
041230 |
11440 |
11440 |
11440 |
11440 |
+25 |
1 |
4 |
+1 |
Sep05 |
041230 |
11435 |
11435 |
11435 |
11435 |
+25 |
|
|
|
Total Volume and Open Interest |
6,185 |
188,341 |
+3,452 |
CAC 40(MATIF) |
Dec04 |
041217 |
3812.5 |
3816.5 |
3746.5 |
3746.8 |
-65.7 |
116,685 |
388,402 |
-204,174 |
Jan05 |
041231 |
3821.0 |
3824.5 |
3811.5 |
3816.0 |
-14.0 |
16,515 |
316,032 |
+904 |
Feb05 |
041231 |
3826.0 |
3830.0 |
3818.0 |
3822.0 |
-14.0 |
207 |
712 |
+204 |
Total Volume and Open Interest |
17,278 |
418,322 |
+1,009 |
DAX Index(EUREX) |
Mar05 |
041230 |
4280.5 |
4283.0 |
4272.0 |
4272.0 |
-2.5 |
44,248 |
187,058 |
+1,876 |
Jun05 |
041230 |
4301.5 |
4306.0 |
4296.0 |
4296.0 |
-2.5 |
285 |
2,969 |
-143 |
Sep05 |
041230 |
4325.0 |
4330.0 |
4322.0 |
4322.0 |
-2.5 |
50 |
309 |
+29 |
Total Volume and Open Interest |
44,583 |
190,336 |
+1,762 |
FT-SE 100(LIFFE) |
Mar05 |
041231 |
4817.00 |
4819.50 |
4794.00 |
4797.50 |
-15.00 |
17,262 |
443,684 |
-1,765 |
Jun05 |
041231 |
4813.50 |
4813.50 |
4813.50 |
4813.50 |
-15.00 |
0 |
17,007 |
+0 |
Sep05 |
041231 |
4827.50 |
4827.50 |
4827.50 |
4827.50 |
-15.00 |
0 |
3,555 |
+0 |
Total Volume and Open Interest |
17,262 |
464,276 |
-1,765 |
SPI 200(SFE) |
Dec04 |
041216 |
3959.0 |
3971.0 |
3953.0 |
3971.0 |
+27.0 |
37,390 |
128,529 |
-38,259 |
Mar05 |
041231 |
4062.0 |
4063.0 |
4053.0 |
4056.0 |
-2.0 |
5,843 |
153,636 |
-2,782 |
Jun05 |
041231 |
4075.0 |
4076.0 |
4068.0 |
4070.0 |
-1.0 |
286 |
3,116 |
-14 |
Total Volume and Open Interest |
6,129 |
162,483 |
-2,834 |
GSCI(CME) |
Jan05 |
041230 |
307.80 |
311.15 |
307.80 |
311.15 |
-0.10 |
442 |
18,218 |
+6 |
Feb05 |
041230 |
311.20 |
311.20 |
311.20 |
311.20 |
+0.20 |
|
|
|
Mar05 |
041230 |
308.30 |
310.00 |
308.30 |
310.00 |
+0.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
442 |
18,220 |
+6 |
Reuters CRB Index(NYBOT) |
Jan05 |
041230 |
283.50 |
285.15 |
282.75 |
285.15 |
+0.75 |
22 |
225 |
+1 |
Feb05 |
041230 |
282.25 |
283.95 |
282.25 |
283.95 |
+0.30 |
7 |
125 |
+1 |
Apr05 |
041230 |
283.00 |
284.20 |
283.00 |
284.20 |
+0.05 |
4 |
119 |
+0 |
Total Volume and Open Interest |
33 |
576 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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